The Operational risk of listed banks based on securities factor model and revenue model

The operational risk of commercial banks is one of the three risks of banks, Basel II take the operational risk of commercial banks into the regulatory minimum capital requirements, now the empirical research of commercial bank operating risk is still in its infancy, VaR as a modern bank risk management´s international standards and theoretical basis, has broad application in commercial bank risk measure, In this paper, we take several listed banks which has listed early, we take the empirical research of operational risk of listed banks based on securities factor model and revenue model, Model study concludes that the measures of ecurities factor model and revenue model has a practical application of operational risk of commercial banks.